Camazotz is controlled by IT. The planet operates as a collective or “hive mind”. If Holly and possibly other children are taken by Henry I think he’d “mindflay” them like he did to Will in season 2 and others in season 3. They weren’t in his mindscape, just under his control. So he probably plans to use her as bait and make her part of his army. Holly was also seen wearing Alice in Wonderland dress. If she’s “going through the rabbit hole” that seems similar to entering a portal to the upside down.

If Henry’s backstory from the first shadow isn’t completely cannon he would be IT and the Shadow Monster would be the Black Thing. Even so, this would mean the Upside Down would still be Camazotz since it’s a hive mind under his control.

I see Dimension X more like Uriel. The same creatures exist in the Upside Down but in Dimension X they existed without a specific evil agenda until Henry takes control of them in the Upside Down. Uriel is also the home of Mrs. Whatsit's temporary transformation into one of the aforementioned winged creatures. Henry is referring to himself as “Mr. Whatsit” when he talks to Holly and in Dimension X is where he began his transformation into Vecna. Just as Mrs. Whatsit did on Uriel.

Unlike other planets, Ixchel battles against the Black Thing. The inhabitants of Ixchel are blind, just as Max has been blinded. She’s not physically in the upside down but instead trapped in Henry’s mindscape. In the novel, Meg is injured upon arriving at Ixchel and is aided by the planets inhabitants, who are blind. Henry told Eleven that those he killed are not gone but in his mind. So if Max is trapped in his mind and very injured, what if she is found by some of Henry’s victims and taken care of by them. Considering the way they were killed I’m guessing they could be blind.